microsoft / microsoft/qlib

"qlib/data/_libs/rolling" can not be import

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Python
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Description

❓ Questions and Help

We sincerely suggest you to carefully read the documentation of our library as well as the official paper. After that, if you still feel puzzled, please describe the question clearly under this issue.

location in : qlib/data/_libs/
expanding, rolling can't import beacause of ".pyx" file.

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start in qlib/data/_libs/rolling and qlib/data/_libs/expanding, especially the mentioned .pyx files, and reproduce the import failure. Check how these extensions are built and imported; done means both rolling and expanding can be imported successfully.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
data
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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